| Trading Metrics calculated at close of trading on 27-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2012 | 
                    27-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,606.1 | 
                        1,617.3 | 
                        11.2 | 
                        0.7% | 
                        1,584.9 | 
                     
                    
                        | High | 
                        1,622.9 | 
                        1,630.6 | 
                        7.7 | 
                        0.5% | 
                        1,630.6 | 
                     
                    
                        | Low | 
                        1,602.7 | 
                        1,613.2 | 
                        10.5 | 
                        0.7% | 
                        1,564.5 | 
                     
                    
                        | Close | 
                        1,617.4 | 
                        1,620.3 | 
                        2.9 | 
                        0.2% | 
                        1,620.3 | 
                     
                    
                        | Range | 
                        20.2 | 
                        17.4 | 
                        -2.8 | 
                        -13.9% | 
                        66.1 | 
                     
                    
                        | ATR | 
                        23.9 | 
                        23.5 | 
                        -0.5 | 
                        -1.9% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        10,057 | 
                        14,327 | 
                        4,270 | 
                        42.5% | 
                        44,814 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,673.6 | 
                1,664.3 | 
                1,629.9 | 
                 | 
             
            
                | R3 | 
                1,656.2 | 
                1,646.9 | 
                1,625.1 | 
                 | 
             
            
                | R2 | 
                1,638.8 | 
                1,638.8 | 
                1,623.5 | 
                 | 
             
            
                | R1 | 
                1,629.5 | 
                1,629.5 | 
                1,621.9 | 
                1,634.2 | 
             
            
                | PP | 
                1,621.4 | 
                1,621.4 | 
                1,621.4 | 
                1,623.7 | 
             
            
                | S1 | 
                1,612.1 | 
                1,612.1 | 
                1,618.7 | 
                1,616.8 | 
             
            
                | S2 | 
                1,604.0 | 
                1,604.0 | 
                1,617.1 | 
                 | 
             
            
                | S3 | 
                1,586.6 | 
                1,594.7 | 
                1,615.5 | 
                 | 
             
            
                | S4 | 
                1,569.2 | 
                1,577.3 | 
                1,610.7 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,803.4 | 
                1,778.0 | 
                1,656.7 | 
                 | 
             
            
                | R3 | 
                1,737.3 | 
                1,711.9 | 
                1,638.5 | 
                 | 
             
            
                | R2 | 
                1,671.2 | 
                1,671.2 | 
                1,632.4 | 
                 | 
             
            
                | R1 | 
                1,645.8 | 
                1,645.8 | 
                1,626.4 | 
                1,658.5 | 
             
            
                | PP | 
                1,605.1 | 
                1,605.1 | 
                1,605.1 | 
                1,611.5 | 
             
            
                | S1 | 
                1,579.7 | 
                1,579.7 | 
                1,614.2 | 
                1,592.4 | 
             
            
                | S2 | 
                1,539.0 | 
                1,539.0 | 
                1,608.2 | 
                 | 
             
            
                | S3 | 
                1,472.9 | 
                1,513.6 | 
                1,602.1 | 
                 | 
             
            
                | S4 | 
                1,406.8 | 
                1,447.5 | 
                1,583.9 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,630.6 | 
                1,564.5 | 
                66.1 | 
                4.1% | 
                20.9 | 
                1.3% | 
                84% | 
                True | 
                False | 
                8,962 | 
                 
                
                | 10 | 
                1,630.6 | 
                1,564.5 | 
                66.1 | 
                4.1% | 
                19.8 | 
                1.2% | 
                84% | 
                True | 
                False | 
                5,694 | 
                 
                
                | 20 | 
                1,630.6 | 
                1,556.7 | 
                73.9 | 
                4.6% | 
                23.6 | 
                1.5% | 
                86% | 
                True | 
                False | 
                4,577 | 
                 
                
                | 40 | 
                1,644.0 | 
                1,548.3 | 
                95.7 | 
                5.9% | 
                24.9 | 
                1.5% | 
                75% | 
                False | 
                False | 
                3,049 | 
                 
                
                | 60 | 
                1,657.3 | 
                1,534.3 | 
                123.0 | 
                7.6% | 
                24.6 | 
                1.5% | 
                70% | 
                False | 
                False | 
                2,631 | 
                 
                
                | 80 | 
                1,685.3 | 
                1,534.3 | 
                151.0 | 
                9.3% | 
                22.6 | 
                1.4% | 
                57% | 
                False | 
                False | 
                2,237 | 
                 
                
                | 100 | 
                1,719.4 | 
                1,534.3 | 
                185.1 | 
                11.4% | 
                22.0 | 
                1.4% | 
                46% | 
                False | 
                False | 
                1,905 | 
                 
                
                | 120 | 
                1,799.5 | 
                1,534.3 | 
                265.2 | 
                16.4% | 
                21.2 | 
                1.3% | 
                32% | 
                False | 
                False | 
                1,679 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,704.6 | 
         
        
            | 
2.618             | 
            1,676.2 | 
         
        
            | 
1.618             | 
            1,658.8 | 
         
        
            | 
1.000             | 
            1,648.0 | 
         
        
            | 
0.618             | 
            1,641.4 | 
         
        
            | 
HIGH             | 
            1,630.6 | 
         
        
            | 
0.618             | 
            1,624.0 | 
         
        
            | 
0.500             | 
            1,621.9 | 
         
        
            | 
0.382             | 
            1,619.8 | 
         
        
            | 
LOW             | 
            1,613.2 | 
         
        
            | 
0.618             | 
            1,602.4 | 
         
        
            | 
1.000             | 
            1,595.8 | 
         
        
            | 
1.618             | 
            1,585.0 | 
         
        
            | 
2.618             | 
            1,567.6 | 
         
        
            | 
4.250             | 
            1,539.3 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,621.9 | 
                                1,615.5 | 
                             
                            
                                | PP | 
                                1,621.4 | 
                                1,610.6 | 
                             
                            
                                | S1 | 
                                1,620.8 | 
                                1,605.8 | 
                             
             
         |